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Hi Tutors, Can you please help me out on this question? Question 1. Correlation. Let Bit and B2 be two independent Brownian motions. Define two

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Question 1. Correlation. Let Bit and B2 be two independent Brownian motions. Define two new processes Be := Bit and Be := pBut+ v1 - p3B2. What is the conditional covariance between dB, and dB, i.e., CoveldBt, dB ] =

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